I was now able to test this on a colleague's Windows 10 system (x64), with the following result:

a) when browsing the Zip archive, the custom icon (green emerald) of the executable is missing (default exe icon instead)
b) after extracting the Zip archive, the custom icon of the executable is correctly displayed now
c) after starting the game, the custom icon is also correctly displayed in the task bar

I do not assume that you're talking about case (a) here (as the game cannot be started directly from within the Zip archive).

Maybe it would indeed be better to provide a screenshot, to be sure where the problem exactly occurs and how it looks like?

Has anybody else encountered similar problems on Windows 10 or can test it and give some feedback?